Policy iteration for learning an exercise policy for American options
- Yuxi Li, Department of Computing Science, University of Alberta
- Dale Schuurmans, AICML
Citation
Y. Li, D. Schuurmans. "Policy iteration for learning an exercise policy for American options". European Workshop on Reinforcement Learning, July 2008.| Keywords: | |
| Category: | In Workshop |
BibTeX
@misc{Li+Schuurmans:EWRL08,
author = {Yuxi Li and Dale Schuurmans},
title = {Policy iteration for learning an exercise policy for American
options},
booktitle = {European Workshop on Reinforcement Learning},
year = 2008,
}Last Updated: September 20, 2009Submitted by Dale Schuurmans
